fixes

lib/averages/Convolution.cs

@@ -96,7 +96,7 @@ public class Convolution : AbstractBase
         }
 
         // Normalize the kernel or set equal weights if the sum is zero
-        double normalizationFactor = (sum != 0) ? sum : _activeLength;
+        double normalizationFactor = (sum >= double.Epsilon) ? sum : _activeLength;
         double invNormFactor = 1.0 / normalizationFactor;
 
         for (int i = 0; i < _activeLength; i++)

lib/averages/Dwma.cs

@@ -25,7 +25,6 @@ public class Dwma : AbstractBase
 {
     private readonly Wma _innerWma;
     private readonly Wma _outerWma;
-    private readonly int _period;
 
     public Dwma(int period)
     {
@@ -33,7 +32,6 @@ public class Dwma : AbstractBase
         {
             throw new System.ArgumentException("Period must be greater than or equal to 1.", nameof(period));
         }
-        _period = period;
         _innerWma = new Wma(period);
         _outerWma = new Wma(period);
         Name = "Dwma";

lib/averages/Frama.cs

@@ -82,14 +82,14 @@ public class Frama : AbstractBase
     }
 
     [MethodImpl(MethodImplOptions.AggressiveInlining)]
-    private void UpdateMinMax(double price, ref double high, ref double low)
+    private static void UpdateMinMax(double price, ref double high, ref double low)
     {
         high = System.Math.Max(high, price);
         low = System.Math.Min(low, price);
     }
 
     [MethodImpl(MethodImplOptions.AggressiveInlining)]
-    private double CalculateAlpha(double dimension)
+    private static double CalculateAlpha(double dimension)
     {
         double alpha = System.Math.Exp(-4.6 * (dimension - 1));
         return System.Math.Clamp(alpha, 0.01, 1.0);

lib/averages/Htit.cs

@@ -156,7 +156,7 @@ public class Htit : AbstractBase
         _imBuffer.Add(im, Input.IsNew);
 
         // Calculate period
-        double pd = (im != 0 && re != 0) ? TWO_PI / System.Math.Atan(im / re) : 0;
+        double pd = (im >= double.Epsilon && re >= double.Epsilon) ? TWO_PI / System.Math.Atan(im / re) : 0;
         pd = ClampPeriod(pd, _lastPd);
         pd = (ALPHA * pd) + (BETA * _lastPd);
         _pdBuffer.Add(pd, Input.IsNew);

lib/averages/Jma.cs

@@ -27,14 +27,12 @@ namespace QuanTAlib;
 /// </remarks>
 public class Jma : AbstractBase
 {
-    private readonly double _period;
     private readonly double _phase;
     private readonly CircularBuffer _vsumBuff;
     private readonly CircularBuffer _avoltyBuff;
     private readonly double _beta;
     private readonly double _len1;
     private readonly double _pow1;
-    private readonly double _oneMinusAlpha;
     private readonly double _oneMinusAlphaSquared;
     private readonly double _alphaSquared;
 
@@ -55,19 +53,18 @@ public class Jma : AbstractBase
             throw new System.ArgumentOutOfRangeException(nameof(period), "Period must be greater than or equal to 1.");
         }
         Factor = factor;
-        _period = period;
-        _phase = System.Math.Clamp((phase * 0.01) + 1.5, 0.5, 2.5);
+        _phase = Math.Clamp((phase * 0.01) + 1.5, 0.5, 2.5);
 
         _vsumBuff = new CircularBuffer(buffer);
         _avoltyBuff = new CircularBuffer(65);
         _beta = factor * (period - 1) / ((factor * (period - 1)) + 2);
 
-        _len1 = System.Math.Max((System.Math.Log(System.Math.Sqrt(period - 1)) / System.Math.Log(2.0)) + 2.0, 0);
-        _pow1 = System.Math.Max(_len1 - 2.0, 0.5);
+        _len1 = Math.Max((Math.Log(Math.Sqrt(period - 1)) / Math.Log(2.0)) + 2.0, 0);
+        _pow1 = Math.Max(_len1 - 2.0, 0.5);
 
         // Precalculate constants for alpha-based calculations
-        double alpha = System.Math.Pow(_beta, _pow1);
-        _oneMinusAlpha = 1.0 - alpha;
+        double alpha = Math.Pow(_beta, _pow1);
+        double _oneMinusAlpha = 1.0 - alpha;
         _oneMinusAlphaSquared = _oneMinusAlpha * _oneMinusAlpha;
         _alphaSquared = alpha * alpha;
 
@@ -120,7 +117,7 @@ public class Jma : AbstractBase
     [MethodImpl(MethodImplOptions.AggressiveInlining)]
     private double CalculateVolatility(double price, double del1, double del2)
     {
-        double volty = System.Math.Max(System.Math.Abs(del1), System.Math.Abs(del2));
+        double volty = Math.Max(Math.Abs(del1), Math.Abs(del2));
         _vsumBuff.Add(volty, Input.IsNew);
         _vSum += (_vsumBuff[^1] - _vsumBuff[0]) / _vsumBuff.Count;
         _avoltyBuff.Add(_vSum, Input.IsNew);
@@ -131,7 +128,7 @@ public class Jma : AbstractBase
     private double CalculateRelativeVolatility(double volty, double avgVolty)
     {
         double rvolty = (avgVolty > 0) ? volty / avgVolty : 1;
-        return System.Math.Min(System.Math.Max(rvolty, 1.0), System.Math.Pow(_len1, 1.0 / _pow1));
+        return Math.Min(Math.Max(rvolty, 1.0), Math.Pow(_len1, 1.0 / _pow1));
     }
 
     protected override double Calculation()
@@ -152,13 +149,13 @@ public class Jma : AbstractBase
         double avgVolty = _avoltyBuff.Average();
 
         double rvolty = CalculateRelativeVolatility(volty, avgVolty);
-        double pow2 = System.Math.Pow(rvolty, _pow1);
-        double Kv = System.Math.Pow(_beta, System.Math.Sqrt(pow2));
+        double pow2 = Math.Pow(rvolty, _pow1);
+        double Kv = Math.Pow(_beta, Math.Sqrt(pow2));
 
         _upperBand = (del1 >= 0) ? price : price - (Kv * del1);
         _lowerBand = (del2 <= 0) ? price : price - (Kv * del2);
 
-        double alpha = System.Math.Pow(_beta, pow2);
+        double alpha = Math.Pow(_beta, pow2);
         double ma1 = price + (alpha * (_prevMa1 - price));
         _prevMa1 = ma1;
 

lib/averages/Kama.cs

@@ -27,7 +27,7 @@ namespace QuanTAlib;
 public class Kama : AbstractBase
 {
     private readonly int _period;
-    private readonly double _scFast, _scSlow;
+    private readonly double _scSlow;
     private readonly double _scDiff;  // Precalculated (_scFast - _scSlow)
     private readonly CircularBuffer _buffer;
     private double _lastKama, _p_lastKama;
@@ -43,7 +43,7 @@ public class Kama : AbstractBase
             throw new System.ArgumentException("Period must be greater than or equal to 1.", nameof(period));
         }
         _period = period;
-        _scFast = 2.0 / (((period < fast) ? period : fast) + 1);
+        double _scFast = 2.0 / (((period < fast) ? period : fast) + 1);
         _scSlow = 2.0 / (slow + 1);
         _scDiff = _scFast - _scSlow;
         _buffer = new CircularBuffer(_period + 1);
@@ -97,9 +97,9 @@ public class Kama : AbstractBase
     }
 
     [MethodImpl(MethodImplOptions.AggressiveInlining)]
-    private double CalculateEfficiencyRatio(double change, double volatility)
+    private static double CalculateEfficiencyRatio(double change, double volatility)
     {
-        return volatility != 0 ? change / volatility : 0;
+        return volatility >= double.Epsilon ? change / volatility : 0;
     }
 
     [MethodImpl(MethodImplOptions.AggressiveInlining)]

lib/averages/Maaf.cs

@@ -142,15 +142,15 @@ public class Maaf : AbstractBase
             double value1 = GetMedian(length);
             value2 = (alpha * (smooth - _prevValue2)) + _prevValue2;
 
-            if (value1 != 0)
+            if (value1 >= double.Epsilon)
             {
-                value3 = System.Math.Abs(value1 - value2) / value1;
+                value3 = Math.Abs(value1 - value2) / value1;
             }
 
             length -= 2;
         }
 
-        length = System.Math.Max(length, 3);
+        length = Math.Max(length, 3);
         double finalAlpha = CalculateAlpha(length);
         double filter = (finalAlpha * (smooth - _prevFilter)) + _prevFilter;
 

lib/averages/Mama.cs

@@ -111,7 +111,7 @@ public class Mama : AbstractBase
     [MethodImpl(MethodImplOptions.AggressiveInlining)]
     private double CalculatePeriod(double im, double re)
     {
-        if (im == 0 || re == 0) return _pd[^2];
+        if (System.Math.Abs(im) <= double.Epsilon || System.Math.Abs(re) <= double.Epsilon) return _pd[^2];
         return _twoPi / System.Math.Atan(im / re);
     }
 
@@ -167,7 +167,7 @@ public class Mama : AbstractBase
             _pd[^1] = AdjustPeriod(_pd[^1]);
 
             // Phase calculation
-            double phase = _i1[^1] != 0 ? System.Math.Atan(_q1[^1] / _i1[^1]) * _radToDeg : _ph[^2];
+            double phase = Math.Abs(_i1[^1]) >= double.Epsilon ? System.Math.Atan(_q1[^1] / _i1[^1]) * _radToDeg : _ph[^2];
             _ph.Add(phase, Input.IsNew);
 
             // Adaptive alpha

lib/averages/Mgdi.cs

@@ -27,7 +27,6 @@ namespace QuanTAlib;
 public class Mgdi : AbstractBase
 {
     private readonly int _period;
-    private readonly double _kFactor;
     private readonly double _kFactorPeriod;  // Precalculated k * period
     private double _prevMd, _p_prevMd;
 
@@ -45,7 +44,6 @@ public class Mgdi : AbstractBase
             throw new System.ArgumentOutOfRangeException(nameof(kFactor), "K-Factor must be greater than 0.");
         }
         _period = period;
-        _kFactor = kFactor;
         _kFactorPeriod = kFactor * period;
         Name = "Mgdi";
         WarmupPeriod = period;
@@ -85,7 +83,7 @@ public class Mgdi : AbstractBase
     [MethodImpl(MethodImplOptions.AggressiveInlining)]
     private double CalculateRatio(double value)
     {
-        return _prevMd != 0 ? value / _prevMd : 1;
+        return _prevMd >= double.Epsilon ? value / _prevMd : 1;
     }
 
     [MethodImpl(MethodImplOptions.AggressiveInlining)]

lib/averages/Tema.cs

@@ -27,7 +27,6 @@ namespace QuanTAlib;
 /// </remarks>
 public class Tema : AbstractBase
 {
-    private readonly int _period;
     private readonly double _k;
     private readonly double _oneMinusK;
     private readonly double _epsilon = 1e-10;
@@ -44,8 +43,7 @@ public class Tema : AbstractBase
         {
             throw new System.ArgumentOutOfRangeException(nameof(period), "Period must be greater than or equal to 1.");
         }
-        _period = period;
-        _k = 2.0 / (_period + 1);
+        _k = 2.0 / (period + 1);
         _oneMinusK = 1.0 - _k;
         Name = "Tema";
         double percentile = 0.85; //targeting 85th percentile of correctness of converging EMA

lib/averages/Trima.cs

@@ -28,7 +28,6 @@ namespace QuanTAlib;
 public class Trima : AbstractBase
 {
     private readonly Convolution _convolution;
-    private readonly double[] _kernel;
 
     /// <param name="period">The number of data points used in the TRIMA calculation.</param>
     /// <exception cref="ArgumentException">Thrown when period is less than 1.</exception>
@@ -38,7 +37,7 @@ public class Trima : AbstractBase
         {
             throw new System.ArgumentException("Period must be greater than or equal to 1.", nameof(period));
         }
-        _kernel = GenerateKernel(period);
+        double[] _kernel = GenerateKernel(period);
         _convolution = new Convolution(_kernel);
         Name = "Trima";
         WarmupPeriod = period;

lib/averages/Wma.cs

@@ -28,9 +28,7 @@ namespace QuanTAlib;
 /// </remarks>
 public class Wma : AbstractBase
 {
-    private readonly int _period;
     private readonly Convolution _convolution;
-    private readonly double[] _kernel;
 
     /// <param name="period">The number of data points used in the WMA calculation.</param>
     /// <exception cref="ArgumentException">Thrown when period is less than 1.</exception>
@@ -40,11 +38,10 @@ public class Wma : AbstractBase
         {
             throw new System.ArgumentException("Period must be greater than or equal to 1.", nameof(period));
         }
-        _period = period;
-        _kernel = GenerateWmaKernel(_period);
+        double[] _kernel = GenerateWmaKernel(period);
         _convolution = new Convolution(_kernel);
         Name = "Wma";
-        WarmupPeriod = _period;
+        WarmupPeriod = period;
         Init();
     }